Monte--Carlo estimations for powers of Green operator and the first eigenvalue for Dirichlet boundary value problem
Journal of Samara State Technical University, Ser. Physical and Mathematical Sciences, no. 4 (2011), pp. 82-92.

Voir la notice de l'article provenant de la source Math-Net.Ru

In this paper, we examine the algorithm for computing the powers of a Green operator and the first eigenvalue for the Dirichlet boundary value problem using Monte–Carlo method. The efficiency of numerical realization of these algorithms is also discussed.
Keywords: Monte-Carlo method, eigenvalues of the Dirichlet boundary value problem, Green function, Green operator, distributed computing.
@article{VSGTU_2011_4_a10,
     author = {A. N. Kuznetsov and I. A. Rytenkova and A. S. Sipin},
     title = {Monte--Carlo estimations for powers of {Green} operator and the first eigenvalue for {Dirichlet} boundary value problem},
     journal = {Journal of Samara State Technical University, Ser. Physical and Mathematical Sciences},
     pages = {82--92},
     publisher = {mathdoc},
     number = {4},
     year = {2011},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VSGTU_2011_4_a10/}
}
TY  - JOUR
AU  - A. N. Kuznetsov
AU  - I. A. Rytenkova
AU  - A. S. Sipin
TI  - Monte--Carlo estimations for powers of Green operator and the first eigenvalue for Dirichlet boundary value problem
JO  - Journal of Samara State Technical University, Ser. Physical and Mathematical Sciences
PY  - 2011
SP  - 82
EP  - 92
IS  - 4
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/VSGTU_2011_4_a10/
LA  - ru
ID  - VSGTU_2011_4_a10
ER  - 
%0 Journal Article
%A A. N. Kuznetsov
%A I. A. Rytenkova
%A A. S. Sipin
%T Monte--Carlo estimations for powers of Green operator and the first eigenvalue for Dirichlet boundary value problem
%J Journal of Samara State Technical University, Ser. Physical and Mathematical Sciences
%D 2011
%P 82-92
%N 4
%I mathdoc
%U http://geodesic.mathdoc.fr/item/VSGTU_2011_4_a10/
%G ru
%F VSGTU_2011_4_a10
A. N. Kuznetsov; I. A. Rytenkova; A. S. Sipin. Monte--Carlo estimations for powers of Green operator and the first eigenvalue for Dirichlet boundary value problem. Journal of Samara State Technical University, Ser. Physical and Mathematical Sciences, no. 4 (2011), pp. 82-92. http://geodesic.mathdoc.fr/item/VSGTU_2011_4_a10/

[1] Vladimirov V. S., The equations of mathematical physics, Nauka, Moscow, 1967, 436 pp. | MR

[2] Ermakov S. M., Nekrutkin V. V., Sipin A. S., Random processes for solving classical equations of mathematical physics, Nauka, Moscow, 1984, 206 pp. | MR | Zbl

[3] Mikhaylov G. A., Makarov R. N., “Parametric differentiation and estimation of eigenvalues by the Monte Carlo method”, Siberian Mathematical Journal, 39:4 (1998), 806–815 | DOI | MR

[4] Kuznetsov A. N., Sipin A. S., “Statistical estimates for the degrees of Green operator”, Vestn. Samar. Gos. Tekhn. Univ. Ser. Fiz.-Mat. Nauki, 2009, no. 2(19), 114–123 | DOI

[5] Mikhaylov G. A., Marchenko M. A., Parallel realization of statistical simulation and random number generators, Preprint of RAS; Siberian Branch; Institute of Computational Mathematics and Mathematical Geophysics; No. 1154, Novosibirsk, 2001, 20 pp.

[6] Kahan, W., “Pracniques: further remarks on reducing truncation errors”, CACM, 8:1 (1965), 40 | DOI